+686.6%
P vs ACM
+155.0%
+531.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -23.8% | +5.4% | -29.2% | -26.0% |
| 30D | -36.6% | +15.1% | -51.7% | -41.5% |
| 3M | +10.9% | -10.5% | +21.3% | +14.9% |
| 6M | +30.0% | -19.7% | +49.7% | +42.1% |
| YTD | +44.4% | -28.8% | +73.2% | +67.5% |
| 1Y | +3.9% | -47.9% | +51.8% | +44.3% |
| 3Y | +176.6% | -12.4% | +188.9% | +179.4% |
| 5Y | +249.3% | +0.6% | +248.7% | +222.8% |
| All | +686.6% | +155.0% | +531.6% | +320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling